prop.excess {timereg}R Documentation

Fits Proportional excess hazards model

Description

Fits proportional excess hazards model.

The models are written using the survival modelling given in the survival package.

Usage

prop.excess(formula=formula(data),data=sys.parent(),excess=1
,tol=0.0001,max.time=NULL,n.sim=1000,alpha=1,frac=1)

Arguments

formula a formula object, with the response on the left of a `~' operator, and the terms on the right. The response must be a survival object as returned by the `Surv' function.
data a data.frame with the variables.
excess specifies for which of the subjects the excess term is present. Default is that the term is present for all subjects.
tol tolerance for numerical procedure.
max.time stopping considered time-period if different from 0. Estimates thus computed from [0,max.time] if max.time>0. Default is max of data.
n.sim number of simulations in re-sampling.
alpha tuning paramter in Newton-Raphson procedure. Value smaller than one may give more stable convergence.
frac number between 0 and 1. Is used in supremum test where observed jump times t1, ..., tk is replaced by t1, ..., tl with l=round(frac*k).

Details

The program assumes that there are no ties, and if such are present random noise is added to break the ties.

Value

Returns an object of type "prop.excess". With the following arguments:

cum estimated cumulative regression functions. First column contains the jump times, then follows the estimated components of additive part of model and finally the excess cumulative baseline.
var.cum robust pointwise variance estimates for estimated cumulatives.
gamma estimate of parametric components of model.
var.gamma robust variance estimate for gamma.
pval p-value of Kolmogorov-Smirnov test (variance weighted) for excess baseline and Aalen terms, H: B(t)=0.
pval.HW p-value of supremum test (corresponding to Hall-Wellner band) for excess baseline and Aalen terms, H: B(t)=0. Reported in summary.
pval.CM p-value of Cramer von Mises test for excess baseline and Aalen terms, H: B(t)=0.
quant 95 percent quantile in distribution of resampled Kolmogorov-Smirnov test statistics for excess baseline and Aalen terms. Used to construct 95 percent simulation band.
quant95HW 95 percent quantile in distribution of resampled supremum test statistics corresponding to Hall-Wellner band for excess baseline and Aalen terms. Used to construct 95 percent Hall-Wellner band.
simScoreProp observed scoreprocess and 50 resampled scoreprocesses (under model). List with 51 elements.

Author(s)

Torben Martinussen

References

Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer Verlag (2006).

Examples

library(survival)
data(melanoma)
lt<-log(melanoma$thick)          # log-thickness 
excess<-(melanoma$thick>=210)    # excess risk for thick tumors

# Fits Proportional Excess hazards model 
fit<-prop.excess(Surv(days/365,status==1)~sex+ulc+cox(sex)+
                 cox(ulc)+cox(lt),melanoma,excess=excess,n.sim=2000)
summary(fit)
par(mfrow=c(2,3))
plot(fit)

[Package timereg version 1.1-7 Index]